Modul-09-Execution-Service: PAPER, FAIL-CLOSED, BrokerAdapter-Interface, PaperBroker V1, idempotente Execution
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modul-09-execution-service.md
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# Modul-09: Execution-Service
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**Status: FREIGEGEBEN** (20.08.2026)
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Deterministischer Execution-Service. Konsumiert `TRADE_APPROVED` aus Modul-08,
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validiert die Order hart (FAIL-CLOSED), übergibt sie an einen Broker-Adapter
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(V1: PaperBrokerAdapter) und überwacht den Status. Ergebnis wird idempotent
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in eigenen DB-Tabellen gespeichert und als RabbitMQ-Events publiziert.
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**Sicherheit: KEIN unkontrolliertes Live-Trading.**
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- Default `EXECUTION_MODE=PAPER` (bzw. DRY_RUN)
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- `TRADING_ENABLED=false` als sicherer Default für LIVE
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- LIVE nur über explizite Konfiguration aktivierbar, FAIL-CLOSED
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- Bei Timeout nach Order-Senden NIE blind erneut senden — erst über
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`broker_order_id`/`client_order_id` bzw. Brokerstatus klären
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## Architektur
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```
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TRADE_APPROVED (market.portfolio/trade.approved, Modul-08)
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│
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▼
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ExecutionConsumer (execution.input, Consumer-Fix von Anfang an)
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│
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▼
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Order-Validierung (hart, FAIL-CLOSED)
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│ source_portfolio_decision_id gültig, decision=APPROVED,
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│ symbol/direction/quantity vorhanden, quantity>0,
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│ entry/stop/target plausibel, Kette nachvollziehbar,
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│ kein bereits ausgeführter identischer Auftrag, Kill-Switch
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▼
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BrokerAdapter-Interface (modular, austauschbar)
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│ V1: PaperBrokerAdapter (realistischer Lifecycle)
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▼
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ExecutionStorage (idempotent, Advisory Lock + Transaktion)
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│ execution_order + execution_event
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▼
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RabbitMQPublisher (market.execution)
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ORDER_SUBMITTED / ORDER_FILLED / ORDER_REJECTED / ORDER_FAILED
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```
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## BrokerAdapter-Interface
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- `BrokerAdapter` (app/broker/base.py): `name()`, `is_configured()`,
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`submit_order()`, `get_order_status()`
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- `PaperBrokerAdapter` (app/broker/paper.py): V1, simuliert realistischen
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Lifecycle (SUBMITTED → FILLED, Partial Fill, Reject, Timeout) für Tests
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- `BrokerRegistry` (app/broker/registry.py): wählt Adapter anhand
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`DEFAULT_BROKER` (V1: paper). Echte Broker-Adapter später austauschbar,
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keine Brokerlogik im Core-Code.
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## Idempotenz
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- Unique-Index `uq_execution_order_src` auf `source_portfolio_decision_id`
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→ gleiches TRADE_APPROVED erzeugt NIE eine Doppelorder
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- Unique-Index `uq_execution_order_client` auf `client_order_id`
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- Client Order ID deterministisch aus Execution-ID abgeleitet
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(`EXEC-<execution_id[:32]>`)
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- Advisory Lock + Transaktion: parallele identische Events → exakt eine
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Execution (Race-Condition-Schutz, wie Modul-08)
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- ACK eines TRADE_APPROVED erst, wenn die Order dauerhaft in der DB gespeichert ist
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## Order-Status
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`PENDING → SUBMITTED → PARTIALLY_FILLED → FILLED`
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sowie `REJECTED`, `CANCELLED`, `FAILED`.
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## DB-Tabellen
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- `execution_order`: execution_id, source_portfolio_decision_id, broker, mode,
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symbol, asset_class, direction, quantity, requested_price, stop_loss, target,
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broker_order_id, client_order_id, status, filled_quantity, avg_fill_price,
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timestamps, error/reason_codes, execution_version
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- `execution_event`: append-only Log der Status-Übergänge
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## RabbitMQ
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- Exchange `market.execution` (topic, durable)
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- Routing: `order.submitted`, `order.filled`, `order.rejected`, `order.failed`
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- Queue `execution.input` (durable), gebunden an `market.portfolio`/`trade.approved`
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- Consumer-Fix aus Modul-04–08 von Anfang an: dauerhafte Verbindung,
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`process_data_events(time_limit=1.0)` in innerer Schleife, KEIN queue_delete
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bei normalen Reconnects, Backoff 1s→2s→4s→8s→16s→30s
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## Tests
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- **21/21 Unit-Tests** (test_execution.py): gültige Order → PAPER FILLED,
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Idempotenz, ungültige Quantity → REJECTED, Kill-Switch, fehlende
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Broker-Credentials → FAIL-CLOSED, Broker-Reject, Timeout → keine blinde
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Doppelorder, Partial Fill, Reconnect-Backoff, parallele identische Events
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- **E2E 6/6 Checks** (Kette 03→04→05→06→07→08→09): Execution-Order in DB,
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exakt 1 Paper-Order, Pflichtfelder, Idempotenz, ORDER_SUBMITTED+ORDER_FILLED,
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gültiger Trade → PAPER FILLED
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- **Reconnect-Test**: RabbitMQ gestoppt → Backoff → neu verbunden, 1 Consumer,
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kein queue_delete bei normalen Reconnects
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## Deploy
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- Container `Modul-09-Execution-Service`, Port 55009 nur Docker-intern
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(kein öffentlicher Host-Port)
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- Health/Readiness 200, PG + RabbitMQ erreichbar, Consumer bereit
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- Env: `EXECUTION_MODE=PAPER`, `TRADING_ENABLED=false`, `DEFAULT_BROKER=paper`
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